DISORDERED ISING SYSTEMS AND RANDOM CLUSTER REPRESENTATIONS CHARLES M. NEWMAN∗ Courant Institute of Mathematical Sciences New York University 251 Mercer Street New York, NY 10012 U.S.A. Abstract. We discuss the Fortuin–Kasteleyn (FK) random cluster representation for Ising models with no external field and with pair interactions which need not be ferromagnetic. In the ferro- magnetic case, the close connections between FK percolation and Ising spontaneous magnetization and the availability of comparison inequalities to independent percolation have been applied to certain disordered systems, such as dilute Ising ferromagnets and quantum Ising models in random environments; we review some of these applications. For non-ferromagnetic disordered systems, such as spin glasses, the state of the art is much more primitive. We discuss some of the many open problems for spin glasses and show how the FK representation leads to one small result, that there is uniqueness of the spin glass Gibbs distribution above the critical temperature of the associated ferromagnet. Key words: FK representations, spin glasses, disordered Ising models, percolation. 1. The FK Random Cluster Representation In this section, we will briefly review the relation between Ising models, Fortuin– Kasteleyn (FK) random cluster models and independent percolation. FK models were introduced in Kasteleyn and Fortuin (1969), Fortuin and Kasteleyn (1972); more recent presentations may be found in Aizenman et al. (1988), Grimmett (1994). Our emphasis here will be on the version relevant for Ising systems with some ferro- magnetic and some antiferromagnetic pair interactions; for more discussion of this sort, see Newman (1991). For simplicity, we will restrict attention to models in Zd with nearest neighbor interactions. Since we will eventually apply the FK repre- sentation to disordered systems, we must allow our couplings to vary from bond to bond, in magnitude and in sign. Let Zd denote the set of nearest neighbor bonds of Zd; i.e., Zd is the set of unordered pairs b = x, y = y,x of sites x, y in Zd with Euclidean distance x − d y = 1. The interactions, Jb, are real numbers indexed by b in Z and the inverse temperature is a non-negative constant β. (When we consider disordered systems, the Jb’s will be random variables on some probability space (Ω, F,P)andthepresent considerations will be relevant for each fixed ω ∈ Ω.) Given the Jb’s and β, we define ∗ Supported in part by the National Science Foundation under Grant DMS 92–09053; thanks are due the Isaac Newton Institute for Mathematical Sciences for support and hospitality; NATO for its travel support to attend this Advanced Study Institute; and C. Borgs and J. Bricmont for help with references. 248 CHARLES M. NEWMAN parameters pb ∈ [0, 1) by the formula, −β|J | pb =1− e b . (1.1) For Λ a finite subset of Zd, the (volume Λ) Gibbs distribution (with free bound- ary conditions) for the Ising model is a probability measure on {−1, +1}Λ and the corresponding FK model distribution is a probability measure on {0, 1}Λ,whereΛ denotes the set of bonds b = x, y with x and y in Λ. We regard these respec- tively as the probability distributions µs of +1 or −1 valued spin random variables (Sx : x ∈ Λ) and µn of 0 or 1 valued bond occupation variables (Nb: b ∈ Λ). These two measures are the marginal distributions (for their respective sets of variables) of a joint distribution µ on Ω= {−1, +1}Λ ×{0, 1}Λ defined, in two steps, as follows. Step 1. Let µ be the joint distribution on {−1, +1}Λ ×{0, 1}Λ of random variables (Sx,Nb: x ∈ Λ ,b∈ Λ) which are all mutually independent with P (Sx =+1)= 1 P (Sx = −1) = 2 and P (Nb =1)=pb. Step 2. Let U be the event U = {for all b = x, y∈Λ,JbNbSxSy ≥ 0} (1.2) (regarded as a subset of Ω), and define µ to be µ conditioned on U; i.e., · −1 · · µ( )=µ (U) µ ( )1U( ). (1.3) It is an elementary exercise to show that the two marginal distributions are given explicitly by −1 β µs((sx)) = Z exp Jx,ysxsy , (1.4) s 2 x,y∈Λ −1 ((nb)) ind µn((nb)) = Zn 2 µn ((nb)) 1U ((nb)), (1.5) where Zs and Zn are normalization constants, ((nb)) denotes the number of clusters determined by (nb) (i.e., the number of connected components in the graph with ind vertex set Λ and edge set, {b ∈ Λ: nb =1}), µn is the Bernoulli product measure ind corresponding to independent occupation variables with µn ({nb =1})=pb for each b and U is the event in {0, 1}Λ, U = {(nb): there exists some choice of (sx: x ∈ Λ) (1.6) so that ((sx), (nb)) ∈ U}. The formula (1.4) is standard for an Ising model Gibbs distribution. Likewise (1.5) is standard for the FK model in the ferromagnetic case (Jb ≥ 0 for all b), Λ since then U = {0, 1} (by taking sx ≡ +1 or ≡−1 in (1.6)). FK models for non- ferromagnetic interactions are less well known; the first published reference we are aware of is Kasai and Okiji (1988) (see also Swendsen and Wang 1987, Edwards and Sokal 1988, Newman 1991). Here U, which is typically not all of {0, 1}Λ,maybe ISING SYSTEMS AND RANDOM CLUSTER REPRESENTATIONS 249 thought of as the set of ‘unfrustrated’ bond occupation configurations. This term, borrowed from the spin glass literature, simply means that for the Ising Hamiltonian restricted to occupied bonds, 1 − H(nb)((sx)) = 2 ( Jbnbsxsy), (1.7) b=x,y∈Λ there is some spin configuration (sx) which simultaneously minimizes each summand. A key feature of the measure µ, given by (1.3), is that the conditional distribution, µ((sx) | (nb)), for the Sx’s given the Nb’s is particularly simple: consider the clusters determined by the given (nb). Any two sites u, v in the same cluster (which we write as u ↔ v) are connected by a path of occupied bonds (with non-zero interactions on every edge) which, because of the conditioning on U in (1.3), requires that Su = ηu,vSv where ηu,v((nb)) is the product of the signs of the Jb’s along the occupied path between u and v. Two different paths will give the same η providing (nb) ∈ U. For future use, we extend the definition of ηu,v ((nb)) to be 0 if u and v are not in the same cluster for the given (nb). Thus the relative signs of all the spin variables in a single (nb)-cluster are determined by (nb) but the spin of any single variable may be either +1 or −1. The conditional distribution µ((sx) | (nb)) corresponds to making the ±1 choices for each (nb)-cluster by independent flips of a fair coin. (The conditional distribution µ((nb) | (sx)) is also very simple (Swendsen and Wang 1987), but we will not make use of that.) Expressing µ as the product of the marginal µn and the above conditional allows one to express µs expectations (which we write Es)intermsofµn expectations (which we write En). This is the sense in which the FK model gives a representation of the Ising model. For example, Es(SuSv)=En(ηu,v), (1.8) which, in the ferromagnetic case (where ηu,v can only be +1 or 0) becomes the well known formula Es(SuSv)=µn(u ↔ v). (1.9) To continue our presentation, we now introduce boundary conditions. The sim- plest type of boundary condition is an assignments ¯ =(¯sz)of±1 spin values to the sites z in ∂Λ, the set of sites outside of Λ which are nearest neighbors of sites in Λ. Here it is convenient to replace Λ by Λ∗ =Λ∪ ∂ΛandΛby Λ ∗, the union of Λ and bonds x, y with x ∈ Λandy ∈ ∂Λ; i.e., µ will be replaced by a measure µs¯ ∗ ∗ on Ω∗ = {−1, +1}Λ ×{0, 1}Λ . The definition of µs¯ is just like that of µ, except that in Step 1, Sx is set tos ¯x for each x ∈ ∂Λ. In the formulas for the marginal distributions, (1.4) is replaced by the usual Ising model Gibbs distribution formula with boundary conditions ¯, while (1.5) remains essentially the same. We note how- ever that in the definition of U (and U)thespinsin∂Λarealwaysfixedby¯s,and further that ((nb)) only counts clusters which do not touch ∂Λ (or equivalently for the definition of µn, counts all clusters touching the boundary as a single cluster). ∗ Note that even in the ferromagnetic case, U is generally not all of {0, 1}Λ since occupied paths of Jb > 0 bonds are not allowed to connect thes ¯z =+1and¯sz = −1 250 CHARLES M. NEWMAN ∗ parts of the boundary. Of course U will be all of {0, 1}Λ in the ferromagnetic case + − ifs ¯z ≡ +1 ors ¯z ≡−1; the resulting marginal distributions are denoted µs , µs and w (for either +1 or −1) µn (w for ‘wired’). The conditional distribution µ((sx) | (nb)) remains as it was in the free boundary condition case except that no coin is tossed for clusters touching the boundary since their spin values are already determined by (nb)and¯s (and the signs of the Jb’s). In the ferromagnetic case, the (finite volume) magnetization at site u (in Λ) is then + w − Es (Su)=µn (u ↔ ∂Λ) = −Es (Su), (1.10) where of course µ ↔ ∂Λ means that the (nb)-cluster containing the site u touches the boundary. ind Here are some easily derived comparison inequalities.